ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-090 |
113-100 |
1-010 |
0.9% |
114-000 |
High |
113-150 |
114-090 |
0-260 |
0.7% |
114-010 |
Low |
112-080 |
112-280 |
0-200 |
0.6% |
111-180 |
Close |
113-100 |
114-050 |
0-270 |
0.7% |
112-130 |
Range |
1-070 |
1-130 |
0-060 |
15.4% |
2-150 |
ATR |
0-278 |
0-290 |
0-012 |
4.4% |
0-000 |
Volume |
931,524 |
1,245,253 |
313,729 |
33.7% |
2,774,552 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-317 |
117-153 |
114-298 |
|
R3 |
116-187 |
116-023 |
114-174 |
|
R2 |
115-057 |
115-057 |
114-132 |
|
R1 |
114-213 |
114-213 |
114-091 |
114-295 |
PP |
113-247 |
113-247 |
113-247 |
113-288 |
S1 |
113-083 |
113-083 |
114-009 |
113-165 |
S2 |
112-117 |
112-117 |
113-288 |
|
S3 |
110-307 |
111-273 |
113-246 |
|
S4 |
109-177 |
110-143 |
113-122 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-023 |
118-227 |
113-244 |
|
R3 |
117-193 |
116-077 |
113-027 |
|
R2 |
115-043 |
115-043 |
112-275 |
|
R1 |
113-247 |
113-247 |
112-202 |
113-070 |
PP |
112-213 |
112-213 |
112-213 |
112-125 |
S1 |
111-097 |
111-097 |
112-058 |
110-240 |
S2 |
110-063 |
110-063 |
111-305 |
|
S3 |
107-233 |
108-267 |
111-233 |
|
S4 |
105-083 |
106-117 |
111-016 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-082 |
2.618 |
117-308 |
1.618 |
116-178 |
1.000 |
115-220 |
0.618 |
115-048 |
HIGH |
114-090 |
0.618 |
113-238 |
0.500 |
113-185 |
0.382 |
113-132 |
LOW |
112-280 |
0.618 |
112-002 |
1.000 |
111-150 |
1.618 |
110-192 |
2.618 |
109-062 |
4.250 |
106-288 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-308 |
113-268 |
PP |
113-247 |
113-167 |
S1 |
113-185 |
113-065 |
|